Remove try catch block in ForwardRateAgreement. Make engine builder optional in CapFloor for backward compatibility

Author: alexchow-acadia

OREData/ored/portfolio/capfloor.cpp

@@ -111,11 +111,16 @@ void CapFloor::build(const boost::shared_ptr<EngineFactory>& engineFactory) {
             // and a short cap while we have documented a collar to be a short floor and long cap
             qlInstrument =
                 boost::make_shared<QuantLib::Swap>(legs_, std::vector<bool>{!floors_.empty() && !caps_.empty()});
-            builder = engineFactory->builder("Swap");
-            boost::shared_ptr<SwapEngineBuilderBase> swapBuilder =
-                boost::dynamic_pointer_cast<SwapEngineBuilderBase>(builder);
-            QL_REQUIRE(swapBuilder, "No Builder found for Swap " << id());
-            qlInstrument->setPricingEngine(swapBuilder->engine(parseCurrency(legData_.currency())));
+            if (engineFactory->engineData()->hasProduct("Swap")) {
+                builder = engineFactory->builder("Swap");
+                boost::shared_ptr<SwapEngineBuilderBase> swapBuilder =
+                    boost::dynamic_pointer_cast<SwapEngineBuilderBase>(builder);
+                QL_REQUIRE(swapBuilder, "No Builder found for Swap " << id());
+                qlInstrument->setPricingEngine(swapBuilder->engine(parseCurrency(legData_.currency())));
+            } else {
+                qlInstrument->setPricingEngine(
+                    boost::make_shared<DiscountingSwapEngine>(engineFactory->market()->discountCurve(legData_.currency())));
+            }
             maturity_ = CashFlows::maturityDate(legs_.front());
         } else {
             // For the cases where we don't have regular cap / floor support we treat the index approximately as an Ibor

OREData/ored/portfolio/forwardrateagreement.cpp

@@ -42,16 +42,14 @@ void ForwardRateAgreement::build(const boost::shared_ptr<EngineFactory>& engineF
         new QuantExt::ForwardRateAgreement(startDate, endDate, positionType, strike_, amount_, *index, discountTS));
 
     Currency npvCcy = parseCurrency(currency_);
-    try {
+    if (engineFactory->engineData()->hasProduct("ForwardRateAgreement")) {
         // engine is optional for FRA instrument
         boost::shared_ptr<EngineBuilder> builder = engineFactory->builder("ForwardRateAgreement");
-            boost::shared_ptr<FraEngineBuilderBase> fraBuilder =
-        boost::dynamic_pointer_cast<FraEngineBuilderBase>(builder);
-        if(fraBuilder) {
-            fra->setPricingEngine(fraBuilder->engine(npvCcy));
-        }
+        boost::shared_ptr<FraEngineBuilderBase> fraBuilder =
+            boost::dynamic_pointer_cast<FraEngineBuilderBase>(builder);
+        QL_REQUIRE(fraBuilder, "No Builder found for ForwardRateAgreement " << id());
+        fra->setPricingEngine(fraBuilder->engine(npvCcy));
     }
-    catch (...) {}
 
     instrument_.reset(new VanillaInstrument(fra));
     npvCurrency_ = currency_;